In addition, the test statistics \(\tilde{W}_{t,k}\)  for different hypotheses are dependent. To allow for the dependence, instead of the standard B-H procedure [1]}, we consider the more flexible B-Y procedure by [2]}. The resulting FDR procedure is as follows: reject all hypotheses such that \(|\tilde{W}_{t,k}| \ge \hat{\tau }\) , where
\(\hat{\tau }:= \min \left\lbrace \tau > 0 : \tau \ge \Phi ^{-1}\left(1-\frac{\alpha R_{\tau }}{2N_{BY}||} \right) \right\rbrace  \text{ and } N_{BY} = \sum _{i=1}^{||} \frac{1}{i},\) 
